Anic Equity¶

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Total return since start: 0.566 %¶

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Equity now: -----------------------------> 47841.61 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46446.66 Kr¶

PnL: ---------------------------------------> -441.91 Kr¶

DD now: ---------------------------------> -1.621 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-23 15:40:58.210818'

Anic Portfolio¶

Today¶

Return: -0.149 %¶

This Week¶

Return: -0.149 %¶

Total¶

Return: 56.621 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 2.480000 3224.000000 253.000000 8.520000 2971.000006
HEBA B 70 2.160000 2814.000000 178.000000 6.750000 2636.000010
FM Mattsson Mora Group B 50 0.170000 2980.000000 53.000000 1.810000 2927.000000
AcadeMedia 12 1.130000 600.000000 43.000000 7.720000 557.000004
Corem Property Group B 59 0.770000 618.320000 41.320000 7.160000 576.999999
HMS Networks 2 3.860000 711.200000 38.200000 5.680000 673.000000
MedCap 2 3.150000 459.000000 38.000000 9.030000 421.000000
Samhällsbyggnadsbo. i Norden B 20 3.130000 392.500000 37.500000 10.560000 355.000000
Boozt 12 0.280000 1690.800000 36.800000 2.220000 1653.999996
Resurs Holding 22 -0.290000 599.280000 25.280000 4.400000 573.999998
OEM International B 7 0.380000 548.100000 20.100000 3.810000 527.999997
Norva24 Group 16 0.290000 561.600000 18.600000 3.430000 543.000000
Eastnine 4 0.000000 508.800000 17.800000 3.630000 491.000000
Intrum 4 1.460000 543.800000 16.800000 3.190000 527.000000
Fastighetsbolag. Emilshus Pref 21 1.670000 576.450000 14.450000 2.570000 562.000005
SAAB B 8 -1.420000 3391.200000 14.200000 0.420000 3377.000000
Coor Service Management Hold. 8 1.570000 543.600000 11.600000 2.180000 532.000000
Karnov Group 9 0.170000 541.800000 5.800000 1.080000 536.000004
Securitas B 6 1.980000 575.160000 5.160000 0.910000 570.000000
Swedbank A 3 -0.110000 566.700000 2.700000 0.480000 564.000000
CTEK 13 0.710000 533.780000 -0.220000 -0.040000 533.999999
Samhällsbyggnadsbo. i Norden D 12 1.790000 245.280000 -0.720000 -0.290000 246.000000
Creaspac SPAC 6 -0.310000 576.000000 -1.000000 -0.170000 577.000002
Handelsbanken A 5 0.050000 544.250000 -1.750000 -0.320000 546.000000
Midsona B 63 2.700000 575.190000 -7.810000 -1.340000 582.999984
Essity B 2 -2.420000 563.400000 -10.600000 -1.850000 574.000000
Nordea Bank Abp 29 -0.200000 3441.720000 -12.280000 -0.360000 3453.999992
Essity A 4 -1.570000 1132.000000 -17.000000 -1.480000 1149.000000
International Petroleum Corp. 5 4.010000 570.000000 -24.570000 -4.130000 594.565215
Sampo Oyj SDB 7 -0.820000 3811.500000 -38.500000 -1.000000 3850.000000
Vivesto 1368 -0.980000 551.030000 -61.970000 -10.110000 612.999432
Axfood 13 -0.280000 3650.400000 -105.600000 -2.810000 3756.000001
OX2 18 -0.930000 1435.500000 -228.500000 -13.730000 1663.999992
Fasadgruppen Group 35 0.100000 3489.500000 -321.500000 -8.440000 3810.999990
Ovzon 52 0.000000 2880.800000 -481.200000 -14.310000 3361.999992
TOTAL 46446.660000 -441.910000 -1.62098% 46888.564618

Updated:¶

'2023-01-23 15:41:10.410073'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶